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Turnpike Theory of Continuous-Time Linear Optimal Control Problems

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Turnpike Theory of Continuous-Time Linear Optimal Control Problems

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Description

Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous convex smooth integrands.  Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.
Release date Australia
July 13th, 2015
Pages
296
Audience
  • Professional & Vocational
Illustrations
IX, 296 p.
Dimensions
155x235x19
ISBN-13
9783319191409
Product ID
23102438

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